Window 7. I had a crash and the HHD was replaced recently. I don't know if that has anything to do with????? even when I download a set of brushes, they don't show the logo...maybe I have a problem with Windows 7?
Thank you for your reply!

That might explain it -- if the registry doesn't have all the entries associating file extensions with icons. Or if the disk has problems with the data structures for the directories that you placed the ABR files in.

Photoshop doesn't care about the file icon, so you could just live with it.
Uninstalling and Reinstalling Photoshop should clean up the registry entries, but it may not be worth the hassle.